LSE creators

Number of items: 25.
Article
  • Chabakauri, Georgy, Fos, Vyacheslav, Jiang, Wei (2025). Trading ahead of barbarians’ arrival at the gate: insider trading on noninside information. Review of Finance, https://doi.org/10.1093/rof/rfaf065 picture_as_pdf
  • Barinov, Alexander, Chabakauri, Georgy (2023). Idiosyncratic volatility, growth options, and the cross-section of returns. Review of Asset Pricing Studies, 13(4), 653 – 690. https://doi.org/10.1093/rapstu/raad006 picture_as_pdf
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Kostas (2022). Multi-asset noisy rational expectations equilibrium with contingent claims. Review of Economic Studies, 89(5), 2445 - 2490. https://doi.org/10.1093/restud/rdab081 picture_as_pdf
  • Chabakauri, Georgy, Rytchkov, Oleg (2021). Asset pricing with index investing. Journal of Financial Economics, 141(1), 195 - 216. https://doi.org/10.1016/j.jfineco.2020.06.023 picture_as_pdf
  • Chabakauri, Georgy, Yueyang Han, Brandon (2020). Collateral constraints and asset prices. Journal of Financial Economics, 138(3), 754 - 776. https://doi.org/10.1016/j.jfineco.2020.06.012 picture_as_pdf
  • Basak, Suleyman, Chabakauri, Georgy, Yavuz, M. Deniz (2019). Investor protection and asset prices. Review of Financial Studies, 32(12), 4905 - 4946. https://doi.org/10.1093/rfs/hhz038 picture_as_pdf
  • Basak, Suleyman, Chabakauri, Georgy (2016). Dynamic hedging in incomplete markets: a simple solution. Review of Financial Studies, 25(6), 1845 - 1896. https://doi.org/10.1093/rfs/hhs050
  • Chabakauri, Georgy (2015). Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints. Journal of Monetary Economics, 75, 21-34. https://doi.org/10.1016/j.jmoneco.2014.11.012
  • Chabakauri, Georgy (2013). Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints. Review of Financial Studies, 26(12), 3104-3141. https://doi.org/10.1093/rfs/hht030
  • Basak, Suleyman, Chabakauri, Georgy (2010). Dynamic mean-variance asset allocation. Review of Financial Studies, 23(8), 2970-3016. https://doi.org/10.1093/rfs/hhq028
    • Dataset
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Konstantinos E. (2021). Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims. [Dataset]. Zenodo. https://doi.org/10.5281/zenodo.5534801
    • Working paper
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Konstantinos (2021). Multi-asset noisy rational expectations equilibrium with contingent claims. (Financial Markets Group Discussion Papers 745). Financial Markets Group, The London School of Economics and Political Science.
  • Chabakauri, Georgy, Rytchkov, Oleg (2020). Asset pricing with index investing. (Financial Markets Group Discussion Papers 806). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Basak, Suleyman, Chabakauri, Georgy, Yavuz, M. (2018). Investor protection and asset prices. (Financial Markets Group Discussion Papers 779). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy, Han, Brandon (2017). Collateral constraints and asset prices. (Financial Markets Group Discussion Papers 776). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy (2015). Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. (Systemic Risk Centre Discussion Papers 35). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy (2015). Dynamic equilibrium with rare events and heterogeneous epstein-zin investors. (Systemic Risk Centre Discussion Papers 35). Systemic Risk Centre, The London School of Economics and Political Science.
  • Chabakauri, Georgy (2015). Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. (Working papers). Social Science Research Network (SSRN).
  • Chabakauri, Georgy, Rytchkov, Oleg (2014). Asset pricing with index investing. (Working papers). Social Science Research Network (SSRN).
  • Chabakauri, Georgy, Yuan, Kathy, Zachariadis, Konstantinos (2014). Multi-asset noisy rational expectations equilibrium with contingent claims. (Working papers). Social Science Research Network (SSRN).
  • Chabakauri, Georgy (2012). Asset pricing with heterogeneous investors and portfolio constraints. (Financial Markets Group Discussion Papers 707). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bhattacharya, Sudipto, Chabakauri, Georgy, Nyborg, Kjell (2012). Securitized banking, asymmetric information, and financial crisis: regulating systemic risk away. (Financial Markets Group Discussion Papers 704). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bhattacharya, Sudipto, Chabakauri, Georgy, Nyborg, Kjell G. (2011). Securitized lending, asymmetric information, and financial crisis. Department of Finance, London School of Economics and Political Science.
  • Basak, Suleyman, Chabakauri, Georgy (2011). Dynamic hedging in incomplete markets: a simple solution. (Financial Markets Group Discussion Papers 680). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Chabakauri, Georgy (2010). Asset pricing with heterogeneous investors and portfolio constraints. (Working paper series). London School of Economics and Political Science.